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相关论文: KPZ fluctuations in the planar stochastic heat equ…

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We study the large-scale dynamics of the solution to a nonlinear stochastic heat equation (SHE) in dimensions $d \geq 3$ with long-range dependence. This equation is driven by multiplicative Gaussian noise, which is white in time and…

概率论 · 数学 2025-01-16 Luca Gerolla , Martin Hairer , Xue-Mei Li

We study the solutions of the stochastic heat equation driven by spatially inhomogeneous multiplicative white noise based on a fractal measure. We prove pathwise uniqueness for solutions of this equation when the noise coefficient is…

概率论 · 数学 2014-03-19 Eyal Neuman

We prove that the stochastic Burgers equation, which is related to the Kardar-Parisi-Zhang/KPZ equation via weak derivative, is a "critical" scaling limit for density fluctuations for a family of non-integrable and non-stationary…

概率论 · 数学 2022-03-01 Kevin Yang

We consider the stochastic heat equation with multiplicative noise $u_t={1/2}\Delta u+ u \diamond \dot{W}$ in $\bR_{+} \times \bR^d$, where $\diamond$ denotes the Wick product, and the solution is interpreted in the mild sense. The noise…

概率论 · 数学 2009-06-24 Raluca Balan , Ciprian Tudor

Consider the solution $\mathcal{Z}(t,x)$ of the one-dimensional stochastic heat equation, with a multiplicative spacetime white noise, and with the delta initial data $\mathcal{Z}(0,x) = \delta(x)$. For any real $p>0$, we obtained detailed…

概率论 · 数学 2020-08-10 Sayan Das , Li-Cheng Tsai

We compute the fluctuation exponents for a solvable model of one-dimensional directed polymers in random environment in the intermediate regime. This regime corresponds to taking the inverse temperature to zero with the size of the system.…

概率论 · 数学 2013-12-03 Gregorio R. Moreno Flores , Timo Seppäläinen , Benedek Valkó

Let $Z$ be the stationary solution of the additive stochastic heat equation $\partial_t Z = (\Delta - 1) Z + \xi$ on the two-dimensional torus, where $\xi$ is the space-time white noise. The aim of this paper is to determine the support of…

概率论 · 数学 2020-02-03 Toyomu Matsuda

We consider the motion of a particle under a continuum random environment whose distribution is given by the Howitt-Warren flow. In the moderate deviation regime, we establish that the quenched density of the motion of the particle (after…

概率论 · 数学 2024-12-24 Sayan Das , Hindy Drillick , Shalin Parekh

We consider the stochastic PDE: $\partial_tu(t,x)=\frac{1}{2}\Delta u(t,x)+{\beta}{}u(t,x)V(t,x),$ in dimension $d=2$, where the potential V is the space and time mollification of the two-dimensional space-time white noise. We show that…

概率论 · 数学 2025-01-20 Sotirios Kotitsas

A formulation for thermal noise in the stochastic form of the Landau Lifshitz Bloch equation used for modeling the magnetization dynamics at elevated temperatures is presented. The diffusion coefficients for thermal fluctuations are…

统计力学 · 物理学 2021-09-16 Marco Menarini , Vitaliy Lomakin

We prove, using probabilistic techniques and analysis on the Wiener space, that the large scale fluctuations of the KPZ equation in $d\geq 3$ with a small coupling constant, driven by a white in time and colored in space noise, are given by…

概率论 · 数学 2019-07-26 Alexander Dunlap , Yu Gu , Lenya Ryzhik , Ofer Zeitouni

We consider the KPZ equation in one space dimension driven by a stationary centred space-time random field, which is sufficiently integrable and mixing, but not necessarily Gaussian. We show that, in the weakly asymmetric regime, the…

概率论 · 数学 2016-10-21 Martin Hairer , Hao Shen

In this work, we investigate the well-posedness of a stochastic heat equation with an arbitrary (but polynomial) nonlinearity in any dimension $d\geq 1$ perturbed by a multiplicative white noise in the Stratonovich form, subject to an…

概率论 · 数学 2026-04-30 Ashish Bawalia , Zdzisław Brzeźniak , Manil T. Mohan

We consider a nonlinear stochastic heat equation $\partial_tu=\frac{1}{2}\partial_{xx}u+\sigma(u)\partial_{xt}W$, where $\partial_{xt}W$ denotes space-time white noise and $\sigma:\mathbf {R}\to \mathbf {R}$ is Lipschitz continuous. We…

概率论 · 数学 2013-07-12 Daniel Conus , Mathew Joseph , Davar Khoshnevisan

We study the fluctuations of the outer domain of Hastings-Levitov clusters in the small particle limit. These are shown to be given by a continuous Gaussian process $\mathcal{F}$ taking values in the space of holomorphic functions on $\{…

概率论 · 数学 2015-06-16 Vittoria Silvestri

We introduce a new concept of solution to the KPZ equation which is shown to extend the classical Cole-Hopf solution. This notion provides a factorisation of the Cole-Hopf solution map into a "universal" measurable map from the probability…

概率论 · 数学 2015-03-19 Martin Hairer

The purpose of this article is threefold. First, we introduce a new type of boundary condition for the multiplicative-noise stochastic heat equation on the half space. This is essentially a Dirichlet boundary condition but with a nontrivial…

概率论 · 数学 2019-01-29 Shalin Parekh

We consider a pointlike two-level system undergoing uniformly accelerated motion. We evaluate the transition probability for a finite time interval of this system coupled to a massless scalar field near a fluctuating event horizon. Horizon…

高能物理 - 理论 · 物理学 2015-05-30 E. Arias , G. Krein , G. Menezes , N. F. Svaiter

We study a granular gas heated by a stochastic thermostat in the dilute limit. Starting from the kinetic equations governing the evolution of the correlation functions, a Boltzmann-Langevin equation is constructed. The spectrum of the…

统计力学 · 物理学 2010-06-11 P. Maynar , M. I. Garcia de Soria , E. Trizac

We discuss Einstein-Klein-Gordon system in an environment of an infinite number of scalar fields leading to an external thermal noise. In the lowest order of metric and field perturbations the quadratic fluctuations consist of a sum of…

广义相对论与量子宇宙学 · 物理学 2019-05-22 Z. Haba